PREVIEW / futures_30min / 2017-05-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-05.parquet
  size:    75 KB
  rows:    2,591

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-05-05 00:00:00	ES	Futures	2600.32	2600.32	2599.23	2599.5	3461.0
2017-05-05 00:30:00	ES	Futures	2599.77	2601.41	2599.5	2601.41	2200.0
2017-05-05 01:00:00	ES	Futures	2601.41	2601.41	2600.59	2601.41	1448.0
2017-05-05 01:30:00	ES	Futures	2601.41	2602.51	2601.14	2602.23	2783.0
2017-05-05 02:00:00	ES	Futures	2602.23	2602.51	2601.14	2602.51	2630.0
2017-05-05 02:30:00	ES	Futures	2602.51	2603.33	2601.96	2602.51	2813.0
2017-05-05 03:00:00	ES	Futures	2602.51	2605.24	2602.23	2604.69	7644.0
2017-05-05 03:30:00	ES	Futures	2604.96	2606.33	2604.42	2604.96	6683.0
2017-05-05 04:00:00	ES	Futures	2604.96	2607.7	2604.42	2606.88	5565.0
2017-05-05 04:30:00	ES	Futures	2607.15	2607.42	2606.33	2607.42	3567.0
2017-05-05 05:00:00	ES	Futures	2607.42	2607.97	2606.33	2606.6	4373.0
2017-05-05 05:30:00	ES	Futures	2606.88	2607.7	2606.06	2607.15	4541.0
2017-05-05 06:00:00	ES	Futures	2607.15	2607.42	2606.6	2607.15	2922.0
2017-05-05 06:30:00	ES	Futures	2607.15	2607.97	2606.6	2607.7	3505.0
2017-05-05 07:00:00	ES	Futures	2607.97	2608.24	2607.42	2607.42	3573.0
2017-05-05 07:30:00	ES	Futures	2607.7	2607.97	2607.15	2607.42	5254.0
2017-05-05 08:00:00	ES	Futures	2607.42	2608.24	2606.06	2606.88	10768.0
2017-05-05 08:30:00	ES	Futures	2607.15	2612.07	2606.6	2610.15	40469.0
2017-05-05 09:00:00	ES	Futures	2610.15	2611.79	2609.88	2611.52	16646.0
2017-05-05 09:30:00	ES	Futures	2611.25	2612.89	2607.42	2607.7	118075.0
2017-05-05 10:00:00	ES	Futures	2607.97	2610.15	2606.33	2608.24	85981.0
2017-05-05 10:30:00	ES	Futures	2608.24	2609.06	2605.78	2608.24	74349.0
2017-05-05 11:00:00	ES	Futures	2607.97	2609.33	2606.88	2607.42	49346.0
2017-05-05 11:30:00	ES	Futures	2607.42	2610.7	2606.88	2610.15	51247.0
2017-05-05 12:00:00	ES	Futures	2610.15	2610.97	2608.24	2608.52	56389.0
2017-05-05 12:30:00	ES	Futures	2608.52	2609.06	2606.33	2608.79	44342.0
2017-05-05 13:00:00	ES	Futures	2609.06	2609.61	2607.7	2609.06	31264.0
2017-05-05 13:30:00	ES	Futures	2609.33	2610.7	2608.79	2610.7	22868.0
2017-05-05 14:00:00	ES	Futures	2610.43	2612.34	2609.88	2610.7	42996.0
2017-05-05 14:30:00	ES	Futures	2610.97	2613.98	2610.43	2612.07	52590.0
2017-05-05 15:00:00	ES	Futures	2612.07	2613.98	2610.97	2613.16	77181.0
2017-05-05 15:30:00	ES	Futures	2613.16	2617.53	2612.89	2617.53	144135.0
2017-05-05 16:00:00	ES	Futures	2617.26	2619.99	2616.16	2619.71	96431.0
2017-05-05 16:30:00	ES	Futures	2619.44	2621.35	2618.62	2621.08	11814.0
2017-05-05 00:00:00	NQ	Futures	6695.04	6695.63	6693.25	6694.14	575.0
2017-05-05 00:30:00	NQ	Futures	6694.44	6699.21	6694.14	6699.21	381.0
2017-05-05 01:00:00	NQ	Futures	6699.21	6699.81	6697.72	6698.91	256.0
2017-05-05 01:30:00	NQ	Futures	6699.21	6700.7	6697.42	6699.21	662.0
2017-05-05 02:00:00	NQ	Futures	6699.21	6700.7	6697.42	6700.7	630.0
2017-05-05 02:30:00	NQ	Futures	6701.0	6703.09	6699.51	6700.4	622.0
2017-05-05 03:00:00	NQ	Futures	6700.1	6705.77	6699.51	6705.17	1114.0
2017-05-05 03:30:00	NQ	Futures	6705.47	6708.75	6703.68	6704.87	729.0
2017-05-05 04:00:00	NQ	Futures	6705.17	6710.84	6703.38	6708.75	1272.0
2017-05-05 04:30:00	NQ	Futures	6708.75	6710.84	6707.56	6710.54	770.0
2017-05-05 05:00:00	NQ	Futures	6710.54	6712.03	6707.86	6709.35	737.0
2017-05-05 05:30:00	NQ	Futures	6709.35	6710.54	6707.86	6710.24	598.0
2017-05-05 06:00:00	NQ	Futures	6709.94	6712.33	6709.65	6711.14	616.0
2017-05-05 06:30:00	NQ	Futures	6711.43	6713.82	6710.84	6712.33	661.0
2017-05-05 07:00:00	NQ	Futures	6712.33	6713.52	6711.43	6712.03	524.0
2017-05-05 07:30:00	NQ	Futures	6712.03	6712.92	6710.54	6711.43	644.0

> showing 50 of 2,591 rows — these rows as CSV

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